Concepedia

Carl Chiarella

CC

Statistics

Publications

112

Citations

4.8K

H-Index

35

Active since

1968

Affiliations

University of Technology Sydney(Current)

Bielefeld University

University of Bologna

Carl Chiarella is an author at University of Technology Sydney specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsEconomic AnalysisEngineeringMacroeconomicsOption PricingVolatility Modeling

Publications per year

1968–2016

112

Publications

112

The dynamics of speculative behaviour

Carl Chiarella · Annals of Operations Research · 1992 · 333 citations

Speculative Behaviour, Speculative Philosophy, Behavioral Sciences +5

A simulation analysis of the microstructure of double auction markets*

Carl Chiarella, Giulia Iori · Quantitative Finance · 2002 · 276 citations

Electronic Auction, Market Equilibrium, Double Auction Markets +20

The impact of heterogeneous trading rules on the limit order book and order flows

Carl Chiarella, Giulia Iori, Josep Maria Mata Perelló · Journal of Economic Dynamics and Control · 2008 · 241 citations · Full text

Economics, High-frequency Trading, Limit Order Book +10

Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model

Carl Chiarella, Xue‐Zhong He · Computational Economics · 2002 · 228 citations

A dynamic analysis of moving average rules$

Carl Chiarella, Xue‐Zhong He, Cars Hommes · 2004 · 176 citations

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